• DocumentCode
    412692
  • Title

    An implementation of genetic algorithms as a basis for a trading system on the foreign exchange market

  • Author

    Hryshko, Andrei ; Downs, Tom

  • Author_Institution
    Sch. of Inf. Technol. & Electr. Eng., Queensland Univ., Brisbane, Que., Australia
  • Volume
    3
  • fYear
    2003
  • fDate
    8-12 Dec. 2003
  • Firstpage
    1695
  • Abstract
    Foreign exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process is very helpful. In this paper, we try to create such a system with a genetic algorithm engine to emulate trader behaviour on the foreign exchange market and to find the most profitable trading strategy.
  • Keywords
    foreign exchange trading; genetic algorithms; learning (artificial intelligence); statistical analysis; foreign exchange market; foreign exchange trading; genetic algorithm; random parameters; trader behaviour; trading process; Australia; Demand forecasting; Economic forecasting; Engines; Exchange rates; Genetic algorithms; Information technology; International trade; Stock markets; Supply and demand;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Evolutionary Computation, 2003. CEC '03. The 2003 Congress on
  • Print_ISBN
    0-7803-7804-0
  • Type

    conf

  • DOI
    10.1109/CEC.2003.1299877
  • Filename
    1299877
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=412692